Synergy Trader Pro
- hypothetical · Annual Return (Compounded)
- 0.0%
- Max Drawdown
- 100.0%
- Trades
- 126
- Win Trades
- 49.2%
- Profit Factor
- 0.60
- Win Months
- 18.4%
About this strategy
"Insiders might sell their shares for any number of reasons, but they buy them for only one - they think the price will rise" -Peter Lynch
Who We Are
Our trading system is very straight forward. We simply follow insider trading activity via the Securities Exchange Commission (http://www.sec.gov). The SEC has a database called EDGAR where every legal filing is stored. Form 4 executive & hedge fund transactions are no different, using this database we can receive this information in real time.
How Often We Trade
We do not trade every single insider transaction. Of the thousands of transactions that are filed each day we typically generate 3-7 trades per month. We do however take the thousands of transactions and pass them through our Synergy Stock Screener looking for the ones that have the best potential to make gains. We then pass that information on to our subscribers in real-time.
Micro & Small Cap Stocks
We typically trade stocks that are priced anywhere between $1.00 & $9.00 so unlike some systems, you do not need a large account to get started. You can be successful trading this system with as little as $2,500 starting out.
7 Day Free Trial
If you are not satisfied with Synergy Trader Pro, cancel within 7 days at no charge for you.
Affordable
We do not charge an arm or a leg to trade our system. For a low monthly promotional price of $9.99 you can trade our alerts through the C2 platform.
Why So Cheap?
Why not? Our mission is to give the average stock trader an edge using our system. We do not want anyone to feel that they are unable to participate in this opportunity because of cost.
Please note, this offer is a promotional price. As the system grows and we take on more subscribers we will be forced to increase costs and possibly limit subscriber growth due to adversely affecting a stock price with our alerts.
More Info:
Website: www.synergytraderpro.com
Email: ryan@synergytraderpro.com
C2 Forum: http://www.collective2.com/cgi-perl/board.mpl?want=listmsgs&boardid=82924133&message=all
Who We Are
Our trading system is very straight forward. We simply follow insider trading activity via the Securities Exchange Commission (http://www.sec.gov). The SEC has a database called EDGAR where every legal filing is stored. Form 4 executive & hedge fund transactions are no different, using this database we can receive this information in real time.
How Often We Trade
We do not trade every single insider transaction. Of the thousands of transactions that are filed each day we typically generate 3-7 trades per month. We do however take the thousands of transactions and pass them through our Synergy Stock Screener looking for the ones that have the best potential to make gains. We then pass that information on to our subscribers in real-time.
Micro & Small Cap Stocks
We typically trade stocks that are priced anywhere between $1.00 & $9.00 so unlike some systems, you do not need a large account to get started. You can be successful trading this system with as little as $2,500 starting out.
7 Day Free Trial
If you are not satisfied with Synergy Trader Pro, cancel within 7 days at no charge for you.
Affordable
We do not charge an arm or a leg to trade our system. For a low monthly promotional price of $9.99 you can trade our alerts through the C2 platform.
Why So Cheap?
Why not? Our mission is to give the average stock trader an edge using our system. We do not want anyone to feel that they are unable to participate in this opportunity because of cost.
Please note, this offer is a promotional price. As the system grows and we take on more subscribers we will be forced to increase costs and possibly limit subscriber growth due to adversely affecting a stock price with our alerts.
More Info:
Website: www.synergytraderpro.com
Email: ryan@synergytraderpro.com
C2 Forum: http://www.collective2.com/cgi-perl/board.mpl?want=listmsgs&boardid=82924133&message=all
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2013 | -0.2 | 6.7 | 3.4 | 7.4 | -0.5 | 17.8 | |||||||
| 2014 | -0.5 | 2.7 | -2.6 | -2.3 | 5.1 | 0.9 | -1.1 | 4.4 | -2.2 | -0.3 | -4.0 | -6.0 | -6.2 |
| 2015 | -1.3 | -2.9 | -19.4 | 3.7 | -2.5 | -8.4 | -31.2 | 25.5 | -2.9 | 1.2 | 20.8 | -18.7 | -40.3 |
| 2016 | -25.3 | -6.8 | -3.6 | 20.2 | -3.2 | -15.7 | -14.7 | -2.9 | 5.2 | 11.3 | 29.7 | -1.6 | -18.5 |
| 2017 | -8.4 | -9.2 | 7.4 | -7.9 | -26.4 | -12.5 | -10.3 | -1.8 | 50.7 | -22.4 | -81.8 | 7.1 | -89.4 |
| 2018 | -47.6 | 119.2 | -133.4 | -22.3 | -390.1 | -1.2 | -5.3 | -13.5 | -32.6 | -61.6 | -1.3 | -17.6 | -427.3 |
| 2019 | -30.3 | -8.9 | -11.3 | -2.6 | -13.6 | -31.2 | 0.0 | -5.8 | -7.0 | -7.7 | -5.5 | -28.0 | |
| 2020 | -5.5 | -0.7 | -15.3 | -6.3 | -7.4 | -53.2 | -28.5 | -2.1 | -1.2 | -6.2 | -18.6 | -25.0 | |
| 2021 | -59.7 | -145.7 | 821.1 | -43.4 | 36.3 | 21.0 | 21.3 | -54.6 | 73.9 | -56.4 | -64.6 | 73.4 | -140.5 |
| 2022 | -533.4 | -0.2 | -74.7 | -224.7 | -4.4 | -14.1 | -18.2 | -46.6 | -2.9 | -7.3 | -7.8 | -49.6 | -346.0 |
| 2023 | -117.3 | -199.2 | -84.3 | -2.1 | -145.7 | -54.8 | -307.5 | -86.0 | -3.3 | -9.2 | -12.3 | -30.8 | |
| 2024 | -12.5 | -4.6 | -10.3 | -2.3 | -24.8 | -26.8 | -32.3 | -80.0 | -124.1 | 278.2 | -167.9 | -79.3 | |
| 2025 | -456.9 | -122.4 | -60.1 | -63.4 | -299.3 | 2563.6 | 67.6 | 37.0 | -75.1 | -301.0 | -5.4 | -5.1 | |
| 2026 | -1.4 | -2.6 | -3.2 | -2.6 | -0.6 | -4.2 | -2.5 | -0.9 | -0.8 | -7.9 |
Statistics
Overview
| Strategy began | 8/9/2013 |
|---|---|
| Suggested Minimum Capital | $10,000 |
| Age | 159 months |
| What it trades | Stocks |
| # Trades | 126 |
| # Profitable | 62 |
| % Profitable | 49.2% |
| Avg trade duration | 174.4 days |
| Max peak-to-valley drawdown | 100.0% |
| drawdown period | Jan 24, 2021 - July 31, 2026 |
| Annual Return (Compounded) | 0.0% |
| Avg win | $241 |
| Avg loss | $395 |
Ratios
| W:L ratio | 0.59 |
|---|---|
| Sharpe Ratio | 0.03 |
| Sortino Ratio | 0.06 |
| Calmar Ratio | -0.93 |
CORRELATION STATISTICS
| Correlation to SP500 | 0.10 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 348.5% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | -490.2% |
Return Statistics
| Ann Return (w trading costs) | 0.0% |
|---|---|
| Return Pcnt (Compound or Annual, age-based, NFA compliant) | 0.0% |
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | 0.0% |
Slump
| Current Slump as Pcnt Equity | — |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 0.7% |
Instruments
| Percent Trades Forex | 0.0% |
|---|---|
| Percent Trades Futures | 0.0% |
| Percent Trades Options | 0.0% |
| Percent Trades Stocks | 1.0% |
Risk of Ruin (Monte-Carlo)
| Chance of 10% account loss | 100.0% |
|---|---|
| Chance of 20% account loss | 100.0% |
| Chance of 30% account loss | 100.0% |
| Chance of 40% account loss | 100.0% |
| Chance of 50% account loss | 100.0% |
| Chance of 60% account loss (Monte Carlo) | 100.0% |
| Chance of 70% account loss (Monte Carlo) | 100.0% |
| Chance of 80% account loss (Monte Carlo) | 100.0% |
| Chance of 90% account loss (Monte Carlo) | 100.0% |
| Chance of 100% account loss (Monte Carlo) | 0.0% |
Automation
| Percentage Signals Automated | 0.0% |
|---|
Popularity
| Popularity (Today) | 0 |
|---|---|
| Popularity (Last 6 weeks) | 0 |
| Popularity (7 days, Percentile 1000 scale) | 0 |
Trading Style
| Any stock shorts? 0/1 | 0 |
|---|
Trades-Own-System Certification
| Trades Own System? | 0 |
|---|---|
| TOS percent | 0.0% |
Win / Loss
| Avg Loss | $395 |
|---|---|
| Avg Win | $241 |
| # Winners | 62 |
| Sum Trade PL (losers) | $25,292 |
| Sum Trade PL (winners) | $14,929 |
| Num Months Winners | 19 |
| # Losers | 64 |
| % Winners | 49.2% |
Dividends
| Dividends Received in Model Acct | 2 |
|---|
Age
| Num Months filled monthly returns table | 56 |
|---|
Frequency
| Avg Position Time (mins) | 251204.27 |
|---|---|
| Avg Position Time (hrs) | 4186.74 |
| Avg Trade Length | 174.40 |
| Last Trade Ago | 4064 |
Regression
| Alpha | 0 |
|---|---|
| Beta | 1.89 |
| Treynor Index | 0 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 0.01 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 0 |
| MAE:Equity, average, losing trades | 0.02 |
| MAE:Equity, losing trades only, 95th Percentile Value for this strat | — |
| MAE:Equity, average, winning trades | 0.01 |
| MAE:Equity, win trades only, 95th Percentile Value for this strat | — |
| Avg(MAE) / Avg(PL) - All trades | -4.33 |
| MAE:PL (avg, all trades) | -0.46 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL - Losing Trades - this strat Percentile of All Strats | 7.72 |
| MAE:PL - Winning Trades - this strat Percentile of All Strats | 6.18 |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 0.35 |
| Avg(MAE) / Avg(PL) - Losing trades | -1.06 |
| Hold-and-Hope Ratio | -0.41 |
RATIO STATISTICS
| Mean | 0.85 |
|---|---|
| SD | 2.33 |
| Sharpe ratio (Glass type estimate) | 0.36 |
| Sharpe ratio (Hedges UMVUE) | 0.36 |
| df | 40 |
| t | 0.67 |
| p | 0.25 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -0.70 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 1.43 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -0.71 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 1.42 |
| Sortino ratio | 1.30 |
| Upside Potential Ratio | 3.09 |
| Upside part of mean | 2.01 |
| Downside part of mean | -1.17 |
| Upside SD | 2.22 |
| Downside SD | 0.65 |
| N nonnegative terms | 17 |
| N negative terms | 24 |
| N of observations | 41 |
| Mean of predictor | 0.38 |
| Mean of criterion | 0.85 |
| SD of predictor | 0.28 |
| SD of criterion | 2.33 |
| Covariance | -0.01 |
| r | -0.01 |
| b (slope, estimate of beta) | -0.11 |
| a (intercept, estimate of alpha) | 0.89 |
| Mean Square Error | 5.56 |
| DF error | 39 |
| t(b) | -0.08 |
| p(b) | 0.53 |
| t(a) | 0.65 |
| p(a) | 0.26 |
| Lowerbound of 95% confidence interval for beta | -2.80 |
| Upperbound of 95% confidence interval for beta | 2.58 |
| Lowerbound of 95% confidence interval for alpha | -1.89 |
| Upperbound of 95% confidence interval for alpha | 3.66 |
| Treynor index (mean / b) | -7.92 |
| Jensen alpha (a) | 0.89 |
| Mean | -0.34 |
| SD | 1.40 |
| Sharpe ratio (Glass type estimate) | -0.24 |
| Sharpe ratio (Hedges UMVUE) | -0.24 |
| df | 40 |
| t | -0.44 |
| p | 0.67 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.30 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 0.82 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.30 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 0.83 |
| Sortino ratio | -0.35 |
| Upside Potential Ratio | 1.23 |
| Upside part of mean | 1.17 |
| Downside part of mean | -1.51 |
| Upside SD | 1.00 |
| Downside SD | 0.95 |
| N nonnegative terms | 17 |
| N negative terms | 24 |
| N of observations | 41 |
| Mean of predictor | 0.34 |
| Mean of criterion | -0.34 |
| SD of predictor | 0.26 |
| SD of criterion | 1.40 |
| Covariance | 0.00 |
| r | 0.01 |
| b (slope, estimate of beta) | 0.03 |
| a (intercept, estimate of alpha) | -0.35 |
| Mean Square Error | 2.00 |
| DF error | 39 |
| t(b) | 0.03 |
| p(b) | 0.49 |
| t(a) | -0.42 |
| p(a) | 0.66 |
| Lowerbound of 95% confidence interval for beta | -1.70 |
| Upperbound of 95% confidence interval for beta | 1.76 |
| Lowerbound of 95% confidence interval for alpha | -2.00 |
| Upperbound of 95% confidence interval for alpha | 1.31 |
| Treynor index (mean / b) | -11.31 |
| Jensen alpha (a) | -0.35 |
| VaR(95%) | 0.50 |
| Expected Shortfall on VaR | 0.57 |
| VaR(95%) | 0.25 |
| Expected Shortfall on VaR | 0.46 |
| Mean | 1.32 |
| SD | 2.69 |
| Sharpe ratio (Glass type estimate) | 0.49 |
| Sharpe ratio (Hedges UMVUE) | 0.49 |
| df | 915 |
| t | 0.92 |
| p | 0.18 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -0.56 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 1.54 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -0.56 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 1.54 |
| Sortino ratio | 0.99 |
| Upside Potential Ratio | 5.29 |
| Upside part of mean | 7.07 |
| Downside part of mean | -5.75 |
| Upside SD | 2.33 |
| Downside SD | 1.34 |
| N nonnegative terms | 389 |
| N negative terms | 527 |
| N of observations | 916 |
| Mean of predictor | 0.45 |
| Mean of criterion | 1.32 |
| SD of predictor | 0.31 |
| SD of criterion | 2.69 |
| Covariance | 0.11 |
| r | 0.13 |
| b (slope, estimate of beta) | 1.12 |
| a (intercept, estimate of alpha) | 0.82 |
| Mean Square Error | 7.10 |
| DF error | 914 |
| t(b) | 3.99 |
| p(b) | 0.00 |
| t(a) | 0.57 |
| p(a) | 0.28 |
| Lowerbound of 95% confidence interval for beta | 0.57 |
| Upperbound of 95% confidence interval for beta | 1.68 |
| Lowerbound of 95% confidence interval for alpha | -1.99 |
| Upperbound of 95% confidence interval for alpha | 3.63 |
| Treynor index (mean / b) | 1.17 |
| Jensen alpha (a) | 0.82 |
| Mean | -2.66 |
| SD | 3.59 |
| Sharpe ratio (Glass type estimate) | -0.74 |
| Sharpe ratio (Hedges UMVUE) | -0.74 |
| df | 915 |
| t | -1.39 |
| p | 0.92 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.79 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 0.31 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.79 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 0.31 |
| Sortino ratio | -0.81 |
| Upside Potential Ratio | 1.72 |
| Upside part of mean | 5.67 |
| Downside part of mean | -8.34 |
| Upside SD | 1.43 |
| Downside SD | 3.29 |
| N nonnegative terms | 389 |
| N negative terms | 527 |
| N of observations | 916 |
| Mean of predictor | 0.40 |
| Mean of criterion | -2.66 |
| SD of predictor | 0.31 |
| SD of criterion | 3.59 |
| Covariance | 0.11 |
| r | 0.10 |
| b (slope, estimate of beta) | 1.11 |
| a (intercept, estimate of alpha) | -3.11 |
| Mean Square Error | 12.78 |
| DF error | 914 |
| t(b) | 2.96 |
| p(b) | 0.00 |
| t(a) | -1.62 |
| p(a) | 0.95 |
| Lowerbound of 95% confidence interval for beta | 0.38 |
| Upperbound of 95% confidence interval for beta | 1.85 |
| Lowerbound of 95% confidence interval for alpha | -6.87 |
| Upperbound of 95% confidence interval for alpha | 0.66 |
| Treynor index (mean / b) | -2.39 |
| Jensen alpha (a) | -3.11 |
| VaR(95%) | 0.31 |
| Expected Shortfall on VaR | 0.37 |
| VaR(95%) | 0.05 |
| Expected Shortfall on VaR | 0.12 |
| Mean | 3.18 |
| SD | 5.52 |
| Sharpe ratio (Glass type estimate) | 0.58 |
| Sharpe ratio (Hedges UMVUE) | 0.57 |
| df | 130 |
| t | 0.41 |
| p | 0.48 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -2.20 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 3.35 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -2.20 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 3.35 |
| Sortino ratio | 1.11 |
| Upside Potential Ratio | 7.45 |
| Upside part of mean | 21.44 |
| Downside part of mean | -18.26 |
| Upside SD | 4.69 |
| Downside SD | 2.88 |
| N nonnegative terms | 54 |
| N negative terms | 77 |
| N of observations | 131 |
| Mean of predictor | 1.34 |
| Mean of criterion | 3.18 |
| SD of predictor | 0.54 |
| SD of criterion | 5.52 |
| Covariance | 0.28 |
| r | 0.09 |
| b (slope, estimate of beta) | 0.97 |
| a (intercept, estimate of alpha) | 1.88 |
| Mean Square Error | 30.46 |
| DF error | 129 |
| t(b) | 1.08 |
| p(b) | 0.44 |
| t(a) | 0.24 |
| p(a) | 0.49 |
| Lowerbound of 95% confidence interval for beta | -0.81 |
| Upperbound of 95% confidence interval for beta | 2.75 |
| Lowerbound of 95% confidence interval for alpha | -13.74 |
| Upperbound of 95% confidence interval for alpha | 17.51 |
| Treynor index (mean / b) | 3.28 |
| Jensen alpha (a) | 1.88 |
| Mean | -16.94 |
| SD | 8.60 |
| Sharpe ratio (Glass type estimate) | -1.97 |
| Sharpe ratio (Hedges UMVUE) | -1.96 |
| df | 130 |
| t | -1.39 |
| p | 0.56 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -4.75 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 0.82 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -4.74 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 0.82 |
| Sortino ratio | -2.08 |
| Upside Potential Ratio | 1.95 |
| Upside part of mean | 15.93 |
| Downside part of mean | -32.87 |
| Upside SD | 2.82 |
| Downside SD | 8.15 |
| N nonnegative terms | 54 |
| N negative terms | 77 |
| N of observations | 131 |
| Mean of predictor | 1.19 |
| Mean of criterion | -16.94 |
| SD of predictor | 0.54 |
| SD of criterion | 8.60 |
| Covariance | 0.30 |
| r | 0.06 |
| b (slope, estimate of beta) | 1.03 |
| a (intercept, estimate of alpha) | -18.17 |
| Mean Square Error | 74.20 |
| DF error | 129 |
| t(b) | 0.74 |
| p(b) | 0.46 |
| t(a) | -1.48 |
| p(a) | 0.58 |
| Lowerbound of 95% confidence interval for beta | -1.73 |
| VAR (95 Confidence Intrvl) | 0.31 |
| Upperbound of 95% confidence interval for beta | 3.80 |
| Lowerbound of 95% confidence interval for alpha | -42.49 |
| Upperbound of 95% confidence interval for alpha | 6.16 |
| Treynor index (mean / b) | -16.40 |
| Jensen alpha (a) | -18.17 |
| VaR(95%) | 0.61 |
| Expected Shortfall on VaR | 0.68 |
| VaR(95%) | 0.18 |
| Expected Shortfall on VaR | 0.37 |
ORDER STATISTICS
| Number of observations | 41 |
|---|---|
| Minimum | 0.30 |
| Quartile 1 | 0.87 |
| Median | 0.99 |
| Quartile 3 | 1.06 |
| Maximum | 4.90 |
| Mean of quarter 1 | 0.69 |
| Mean of quarter 2 | 0.95 |
| Mean of quarter 3 | 1.02 |
| Mean of quarter 4 | 1.67 |
| Inter Quartile Range | 0.18 |
| Number outliers low | 2 |
| Percentage of outliers low | 0.05 |
| Mean of outliers low | 0.36 |
| Number of outliers high | 4 |
| Percentage of outliers high | 0.10 |
| Mean of outliers high | 2.49 |
| Extreme Value Index (moments method) | -0.33 |
| VaR(95%) (moments method) | 0.30 |
| Expected Shortfall (moments method) | 0.36 |
| Extreme Value Index (regression method) | -0.12 |
| VaR(95%) (regression method) | 0.40 |
| Expected Shortfall (regression method) | 0.53 |
| Number of observations | 916 |
| Minimum | 0.01 |
| Quartile 1 | 0.99 |
| Median | 1 |
| Quartile 3 | 1.01 |
| Maximum | 3.36 |
| Mean of quarter 1 | 0.92 |
| Mean of quarter 2 | 1.00 |
| Mean of quarter 3 | 1.00 |
| Mean of quarter 4 | 1.11 |
| Inter Quartile Range | 0.02 |
| Number outliers low | 120 |
| Percentage of outliers low | 0.13 |
| Mean of outliers low | 0.86 |
| Number of outliers high | 115 |
| Percentage of outliers high | 0.13 |
| Mean of outliers high | 1.19 |
| Extreme Value Index (moments method) | 1.03 |
| VaR(95%) (moments method) | 0.07 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0.68 |
| VaR(95%) (regression method) | 0.06 |
| Expected Shortfall (regression method) | 0.20 |
| Number of observations | 131 |
| Minimum | 0.01 |
| Quartile 1 | 0.93 |
| Median | 1 |
| Quartile 3 | 1.05 |
| Maximum | 3.36 |
| Mean of quarter 1 | 0.75 |
| Mean of quarter 2 | 0.98 |
| Mean of quarter 3 | 1.02 |
| Mean of quarter 4 | 1.31 |
| Inter Quartile Range | 0.12 |
| Number outliers low | 9 |
| Percentage of outliers low | 0.07 |
| Mean of outliers low | 0.41 |
| Number of outliers high | 12 |
| Percentage of outliers high | 0.09 |
| Mean of outliers high | 1.68 |
| Extreme Value Index (moments method) | 0.71 |
| VaR(95%) (moments method) | 0.27 |
| Expected Shortfall (moments method) | 1.00 |
| Extreme Value Index (regression method) | 0.50 |
| VaR(95%) (regression method) | 0.21 |
| Expected Shortfall (regression method) | 0.47 |
DRAW DOWN STATISTICS
| Number of observations | 4 |
|---|---|
| Minimum | 0.01 |
| Quartile 1 | 0.02 |
| Median | 0.03 |
| Quartile 3 | 0.27 |
| Maximum | 0.96 |
| Mean of quarter 1 | 0.01 |
| Mean of quarter 2 | 0.03 |
| Mean of quarter 3 | 0.04 |
| Mean of quarter 4 | 0.96 |
| Inter Quartile Range | 0.25 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 1 |
| Percentage of outliers high | 0.25 |
| Mean of outliers high | 0.96 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
| Number of observations | 19 |
| Minimum | 0.00 |
| Quartile 1 | 0.01 |
| Median | 0.01 |
| Quartile 3 | 0.03 |
| Maximum | 1.00 |
| Mean of quarter 1 | 0.00 |
| Mean of quarter 2 | 0.01 |
| Mean of quarter 3 | 0.02 |
| Mean of quarter 4 | 0.24 |
| Inter Quartile Range | 0.02 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 2 |
| Percentage of outliers high | 0.11 |
| Mean of outliers high | 0.55 |
| Extreme Value Index (moments method) | 1.26 |
| VaR(95%) (moments method) | 0.20 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 2.65 |
| VaR(95%) (regression method) | 0.25 |
| Expected Shortfall (regression method) | 0 |
| Number of observations | 4 |
| Minimum | 0.04 |
| Quartile 1 | 0.10 |
| Median | 0.49 |
| Quartile 3 | 0.89 |
| Maximum | 1.00 |
| Mean of quarter 1 | 0.04 |
| Mean of quarter 2 | 0.12 |
| Mean of quarter 3 | 0.86 |
| Mean of quarter 4 | 1.00 |
| Inter Quartile Range | 0.79 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 0 |
| Percentage of outliers high | 0 |
| Mean of outliers high | 0 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
| Strat Max DD how much worse than SP500 max DD during strat life? | -407425312 |
| Max Equity Drawdown (num days) | 2014 |
| Last 4 Months - Pcnt Negative | 0.5% |
COMBINED STATISTICS
| Annualized return (arithmetic extrapolation) | -0.19 |
|---|---|
| Compounded annual return (geometric extrapolation) | -0.27 |
| Calmar ratio (compounded annual return / max draw down) | -0.28 |
| Compounded annual return / average of 25% largest draw downs | -0.28 |
| Compounded annual return / Expected Shortfall lognormal | -0.46 |
| j156mfCOMBRisPar | 0 |
| j157mfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | -0.29 |
| Compounded annual return (geometric extrapolation) | -0.93 |
| Calmar ratio (compounded annual return / max draw down) | -0.93 |
| Compounded annual return / average of 25% largest draw downs | -3.79 |
| Compounded annual return / Expected Shortfall lognormal | -2.50 |
| j313dfCOMBRisPar | 0 |
| j314dfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | -2.00 |
| Compounded annual return (geometric extrapolation) | -1 |
| Calmar ratio (compounded annual return / max draw down) | -1.00 |
| Compounded annual return / average of 25% largest draw downs | -1.00 |
| Compounded annual return / Expected Shortfall lognormal | -1.47 |
Trading record
Placed 97 trades in real-life brokerage accounts.
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| OCRX | long | 616 | May 11, 2015 | Jun 30, 2015 | ($17) |
| ACRX | long | 726 | May 11, 2015 | Jun 30, 2015 | $757 |
| CBK | long | 410 | Apr 10, 2015 | Apr 23, 2015 | $369 |
| LOV | long | 622 | Mar 17, 2015 | Apr 13, 2015 | $138 |
| EGY | long | 764 | Mar 23, 2015 | Mar 31, 2015 | ($211) |
| ERII | long | 787 | Mar 16, 2015 | Mar 27, 2015 | ($225) |
| BAS | long | 302 | Mar 19, 2015 | Mar 24, 2015 | $308 |
| SNMX | long | 536 | Mar 18, 2015 | Mar 19, 2015 | $247 |
| CVO | long | 85 | Mar 6, 2015 | Mar 17, 2015 | ($145) |
| SSE | long | 634 | Mar 9, 2015 | Mar 16, 2015 | ($347) |
| MOSY | long | 2901 | Mar 5, 2015 | Mar 13, 2015 | ($332) |
| PRGX | long | 630 | Mar 6, 2015 | Mar 11, 2015 | ($137) |
| THLD | long | 627 | Feb 20, 2015 | Mar 10, 2015 | $14 |
| QUIK | long | 1229 | Feb 11, 2015 | Feb 23, 2015 | ($257) |
| TNXP | long | 473 | Feb 10, 2015 | Feb 20, 2015 | $280 |
| ANGI | long | 578 | Feb 3, 2015 | Feb 3, 2015 | ($40) |
| FTEK | long | 735 | Jan 5, 2015 | Jan 15, 2015 | ($130) |
| NNVC | long | 1021 | Jan 12, 2015 | Jan 14, 2015 | $342 |
| CTHR | long | 1350 | Jan 5, 2015 | Jan 8, 2015 | ($248) |
| MIND | long | 433 | Dec 18, 2014 | Dec 22, 2014 | ($174) |
| WG | long | 445 | Dec 17, 2014 | Dec 19, 2014 | $249 |
| KTOS | long | 582 | Dec 16, 2014 | Dec 18, 2014 | $257 |
| CBK | long | 537 | Dec 16, 2014 | Dec 18, 2014 | $258 |
| MILL | long | 1987 | Dec 15, 2014 | Dec 18, 2014 | $392 |
| HPJ | long | 495 | Dec 10, 2014 | Dec 11, 2014 | ($173) |
| CGIX | long | 415 | Dec 11, 2014 | Dec 11, 2014 | ($186) |
| RLOG | long | 617 | Dec 5, 2014 | Dec 10, 2014 | ($196) |
| CRK | long | 93 | Dec 9, 2014 | Dec 9, 2014 | $268 |
| OTIV | long | 1585 | Dec 3, 2014 | Dec 9, 2014 | ($298) |
| MDGN | long | 641 | Dec 2, 2014 | Dec 2, 2014 | ($172) |
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.